+132.3%
C vs FLNC
-70.4%
+202.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | 0.0% |
| 7D | +0.8% | -4.1% | +4.9% | +1.1% |
| 30D | +0.9% | -24.8% | +25.7% | +3.1% |
| 3M | +1.1% | -59.1% | +60.2% | +7.8% |
| 6M | +28.4% | -42.0% | +70.4% | +30.4% |
| YTD | +20.8% | -49.8% | +70.6% | +22.9% |
| 1Y | +43.4% | +43.1% | +0.4% | +30.7% |
| 3Y | +274.9% | -61.0% | +335.8% | +253.7% |
| All | +132.3% | -70.4% | +202.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling